ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
137-220 |
137-280 |
0-060 |
0.1% |
137-125 |
| High |
137-290 |
138-070 |
0-100 |
0.2% |
138-070 |
| Low |
137-200 |
137-265 |
0-065 |
0.1% |
137-090 |
| Close |
137-285 |
138-030 |
0-065 |
0.1% |
138-030 |
| Range |
0-090 |
0-125 |
0-035 |
38.9% |
0-300 |
| ATR |
0-133 |
0-132 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,255,556 |
1,158,061 |
-97,495 |
-7.8% |
5,630,823 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-070 |
139-015 |
138-099 |
|
| R3 |
138-265 |
138-210 |
138-064 |
|
| R2 |
138-140 |
138-140 |
138-053 |
|
| R1 |
138-085 |
138-085 |
138-041 |
138-112 |
| PP |
138-015 |
138-015 |
138-015 |
138-029 |
| S1 |
137-280 |
137-280 |
138-019 |
137-308 |
| S2 |
137-210 |
137-210 |
138-007 |
|
| S3 |
137-085 |
137-155 |
137-316 |
|
| S4 |
136-280 |
137-030 |
137-281 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-217 |
140-103 |
138-195 |
|
| R3 |
139-237 |
139-123 |
138-112 |
|
| R2 |
138-257 |
138-257 |
138-085 |
|
| R1 |
138-143 |
138-143 |
138-058 |
138-200 |
| PP |
137-277 |
137-277 |
137-277 |
137-305 |
| S1 |
137-163 |
137-163 |
138-002 |
137-220 |
| S2 |
136-297 |
136-297 |
137-295 |
|
| S3 |
135-317 |
136-183 |
137-268 |
|
| S4 |
135-017 |
135-203 |
137-185 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-281 |
|
2.618 |
139-077 |
|
1.618 |
138-272 |
|
1.000 |
138-195 |
|
0.618 |
138-147 |
|
HIGH |
138-070 |
|
0.618 |
138-022 |
|
0.500 |
138-008 |
|
0.382 |
137-313 |
|
LOW |
137-265 |
|
0.618 |
137-188 |
|
1.000 |
137-140 |
|
1.618 |
137-063 |
|
2.618 |
136-258 |
|
4.250 |
136-054 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
138-022 |
138-003 |
| PP |
138-015 |
137-297 |
| S1 |
138-008 |
137-270 |
|